Jensen-Shannon Divergence Based on Horizontal Visibility Graph for Complex Time Series

Yin, Y; Wang, WJ; Li, Q; Ren, ZS; Shang, PJ

Yin, Y; Wang, WJ (corresponding author), Beijing Jiaotong Univ, Sch Mech Elect & Control Engn, Beijing 100044, Peoples R China.

FLUCTUATION AND NOISE LETTERS, 2021; 20 (2):

Abstract

In this paper, we propose Jensen-Shannon divergence (JSD) based on horizontal visibility graph (HVG) to measure the time series irreversibility for bo......

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